Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'922 CHF | 50'172 CHF | 99.73% | 99.73% |
19.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'075 CHF | 50'325 CHF | 99.82% | 99.82% |
18.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'704 CHF | 51'954 CHF | 100.00% | 100.00% |
15.11.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'049 CHF | 53'299 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'217 CHF | 53'467 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'226 CHF | 52'476 CHF | 99.93% | 99.93% |
12.11.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'333 CHF | 53'583 CHF | 100.00% | 100.00% |
11.11.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'625 CHF | 55'875 CHF | 99.66% | 99.66% |
08.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'367 CHF | 55'617 CHF | 100.00% | 100.00% |
07.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'917 CHF | 58'167 CHF | 99.70% | 99.70% |